Michèle Basseville, Albert Benveniste, George V. Moustakides. Detection and diagnosis of changes in the AR part of an ARMA model with nonstationary unknown M. A. coefficients. In Probability Theory and Mathematical Statistics, VNU Science Press, Utrecht, NL, 1987.
[ Detection ]
Albert Benveniste http://www.irisa.fr/i4s
@InCollection{basseville-vnu87,
Author = {Basseville, Michèle and Benveniste, Albert and Moustakides, George V.},
Title = {Detection and diagnosis of changes in the AR part of an ARMA model with nonstationary unknown M. A. coefficients},
BookTitle = {Probability Theory and Mathematical Statistics},
Publisher = {VNU Science Press},
Address = {Utrecht, NL},
Year = {1987}
}
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